A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study validates ML-UQ calibration statistics using simulated reference values.
A new method detects distribution shifts faster than existing CTMs.
The paper analyzes how conformal prediction works with contaminated reference data.
Feedback alignment methods need to be evaluated for accuracy and gradient cosine similarity.
New methods improve LLM preference optimization by intelligently weighting multiple reference models.
A new method for releasing AI workflows to avoid premature incorrect results.
This paper uses reference priors to improve deep learning models with unlabeled and labeled data.
A new test validates ensemble models against the null hypothesis.
In this paper, we introduce a new concept of stability for cross-validation, called the -stability, and use it as a new perspective to build the general theory for cross-validation. The -stability mathematically connects the generalization ability and the stability of…
New measures for prediction validity and consonant plausibility introduced.
This work bridges outlier and drift detection by comparing inputs to a part of the reference distribution.
This paper improves model training by using a reference model to guide target model training.
Auto-regressive sequence-to-sequence models with attention mechanism have achieved state-of-the-art performance in many tasks such as machine translation and speech synthesis. These models can be difficult to train. The standard approach, teacher forcing, guides a model with reference output history during training. Th…
CDL index improves clustering validation for non-convex data.
New deep learning method validated across multiple sleep staging databases.
BARMPy offers a Python package for Bayesian Additive Regression Models.
New method narrows prediction intervals for individual treatment effects.
Posterior SBC validates inference conditionally on observed data.
This paper employs machine learning algorithms to forecast German electricity spot market prices. The forecasts utilize in particular bid and ask order book data from the spot market but also fundamental market data like renewable infeed and expected demand. Appropriate feature extraction for the order book data is dev…
In spaces of nonpositive curvature the existence of isometrically embedded flat (hyper)planes is often granted by apparently weaker conditions on large scales. We show that some such results remain valid for metric spaces with non-unique geodesic segments under suitable convexity assumptions on the distance function al…
The paper proposes a method to learn evolving multivariate distributions from sample paths.
Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference marginal policy. This has been shown to improve exploration and robustness, and it ta…
Meta-learning reduces set prediction size in conformal prediction for few-shot calibration.
We use partial class memberships in soft classification to model uncertain labelling and mixtures of classes. Partial class memberships are not restricted to predictions, but may also occur in reference labels (ground truth, gold standard diagnosis) for training and validation data. Classifier performance is usually ex…
It has been noticed that some external CVIs exhibit a preferential bias towards a larger or smaller number of clusters which is monotonic (directly or inversely) in the number of clusters in candidate partitions. This type of bias is caused by the functional form of the CVI model. For example, the popular Rand index (R…
Paper tackles rDR classification and lesion segmentation using self-supervised equivariant learning and attention-based MIL.
The correct use of model evaluation, model selection, and algorithm selection techniques is vital in academic machine learning research as well as in many industrial settings. This article reviews different techniques that can be used for each of these three subtasks and discusses the main advantages and disadvantages …
Automatically detects and down-weights noisy samples in machine learning training.
UK's rapid vaccine rollout linked to reduced COVID-19 mortality.
Large prospective epidemiological studies acquire cardiovascular magnetic resonance (CMR) images for pre-symptomatic populations and follow these over time. To support this approach, fully automatic large-scale 3D analysis is essential. In this work, we propose a novel deep neural network using both CMR images and pati…
Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…
This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective bound on the symmetrized KL divergence between the distribution achieved by an a…
Adapts self-supervised learning using probabilistic sets with validity guarantees.
MEDAL converts manifold embeddings into models for rigorous validation.
LLMs fail to match statistical ground truth despite stable run-to-run performance.
Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for testing hypotheses about market structure. A challenge, however, concerns the robus…
Machine learning and deep learning have gained popularity and achieved immense success in Drug discovery in recent decades. Historically, machine learning and deep learning models were trained on either structural data or chemical properties by separated model. In this study, we proposed an architecture training simult…
In many real-world applications, data are often collected in the form of stream, and thus the distribution usually changes in nature, which is referred as concept drift in literature. We propose a novel and effective approach to handle concept drift via model reuse, leveraging previous knowledge by reusing models. Each…
A general framework of least squares support vector machine with low rank kernels, referred to as LR-LSSVM, is introduced in this paper. The special structure of low rank kernels with a controlled model size brings sparsity as well as computational efficiency to the proposed model. Meanwhile, a two-step optimization al…
Develops a framework for consistent clustering algorithm benchmarking.
Root Cause Analysis for Anomalies is challenging because of the trade-off between the accuracy and its explanatory friendliness, required for industrial applications. In this paper we propose a framework for simple and friendly RCA within the Bayesian regime under certain restrictions (that Hessian at the mode is diago…
New method generates plausible counterfactuals for time series classification.
One significant challenge to scaling entity resolution algorithms to massive datasets is understanding how performance changes after moving beyond the realm of small, manually labeled reference datasets. Unlike traditional machine learning tasks, when an entity resolution algorithm performs well on small hold-out datas…
We study recursive-cube-of-rings (RCR), a class of scalable graphs that can potentially provide rich inter-connection network topology for the emerging distributed and parallel computing infrastructure. Through rigorous proof and validating examples, we have corrected previous misunderstandings on the topological prope…
This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high-dimensional models? In particular, we look at the error rates and power of some multi-stage regression methods. In the first stage we fit a set of candidate models. In the second stage we s…
We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and found a common trend of decrease for Japan and Korea. This phenomenon supports t…
Defines cost of MEV and shows its relevance in various settings.
The paper proposes a method to select clusters, models, and algorithms based on quadratic discriminant scores.